+74.1%
FDX vs DGX
+106.7%
-32.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +5.2% | +1.6% | +3.6% | +4.9% |
| 30D | +11.3% | +11.2% | +0.1% | +9.0% |
| 3M | -4.1% | +10.4% | -14.5% | -6.0% |
| 6M | +9.6% | +37.1% | -27.4% | +2.4% |
| YTD | +40.9% | +52.1% | -11.2% | +28.3% |
| 1Y | +53.0% | +40.7% | +12.3% | +41.8% |
| 3Y | +74.1% | +107.6% | -33.5% | +39.8% |
| All | +74.1% | +106.7% | -32.6% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DGX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling